public TrailingStopLimitOrder TrailingStopLimitOrder(Side side, double qty, double delta, double stopPrice, double limitPrice)
{
TrailingStopLimitOrder trailingStopLimitOrder = new TrailingStopLimitOrder(this.instrument, side, qty, delta, stopPrice, limitPrice);
this.Strategy.EB2iXBUSFK((SingleOrder)trailingStopLimitOrder);
return(trailingStopLimitOrder);
}
private void OnPlaceOrder(object obj)
{
Order _workingorder = null;
switch (_selectedordertype)
{
case 0:
_workingorder = new MarketOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = 0;
//_workingorder.LimitPrice = 0;
break;
case 1:
_workingorder = new LimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = 0;
//_workingorder.LimitPrice = _price;
break;
case 2:
_workingorder = new StopOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = _price;
//_workingorder.LimitPrice = 0;
break;
case 3:
_workingorder = new StopLimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _auxprice, _globalIdService.GetNextOrderId());
break;
case 4:
_workingorder = new TrailingStopOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _auxprice, _globalIdService.GetNextOrderId());
break;
case 5:
_workingorder = new TrailingStopLimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _auxprice, _globalIdService.GetNextOrderId());
break;
}
_workingorder.OrderStatus = OrderStatus.PendingSubmit;
_eventaggregator.GetEvent <SendOrderEvent>().Publish(_workingorder);
}
